What do you think are the best examples of novels and short stories that combine intense action with Lovecraftian horror?Two short stories that leap to mind are Joe R. Lansdale's The Crawling Sky, and David Drake's Than Curse the Darkness.Your choices?

Not in the mythos, but Stephen King's "The Mist" always felt like a story about careless meddling humans accidentally allowing Elder Things/Eldritch Horrors of some kind into our world. It certainly has action, and it's short, told in the form of a diary entry, and is just as bleak and bizarre as an HPL story.

Some of the stories in the 2014 collection Lovecraft's Monsters fit this, like Remnants, The Dappled Thing, and Black as the Pit from Pole to Pole. Not all action-packed and not all triumphant, but more action than "Discover something unspeakable, run away/go mad."